-16.6%
SLB vs AA
+64.5%
-81.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.8% | -1.2% |
| 7D | -3.7% | +4.8% | -8.5% | -5.5% |
| 30D | +2.9% | -0.6% | +3.6% | +2.9% |
| 3M | +0.2% | -16.3% | +16.5% | +6.3% |
| 6M | -4.4% | -33.4% | +29.0% | +8.8% |
| YTD | +33.4% | -20.7% | +54.1% | +38.1% |
| 1Y | +40.8% | +12.9% | +27.9% | +25.5% |
| 3Y | +3.2% | +75.7% | -72.5% | -30.1% |
| 5Y | +64.8% | -6.8% | +71.6% | +28.5% |
| 10Y | -16.6% | +53.6% | -70.2% | -62.7% |
| All | -16.6% | +64.5% | -81.0% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling